We have a doggy door, so they can let themselves out into a fenced dog run.
Dogs also function as a pretty decent "zone" system as they follow the perceived threat, and make a lot of noise. They also make for a pretty reactive system as they do have different barks for different things. Plus, the sound of a couple big dogs barking is far more intimidating than a brinks sign. Both would be great, but I do love dogs. Dobermans make fantastic pets.

I don't want to get too far off the OP though. Whether it's dogs or an electronic alarm going off I think the point was how disconcerting it is to go from sleep to fully aware. And, it is. It's probably important to be aware that when you first wake up your mind isn't going to be working at 100%, and when you add adrenaline to the mix you're going to be pretty seriously impaired. It's not going to be a great time to make snap life/death decisions. Yet another reason not to go running about with a gun if you can avoid it. If you can't avoid it, be aware that your mind/eyes can play tricks on you, and that whoever else might be in your house probably already had a chance to get their coffee.

Oh, and yeah dayman was an Always Sunny reference. "Master of Karate, and Friendship ... for everyone" and all that